+8.4%
WFC vs CNH
+21.0%
-12.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.2% | +0.2% |
| 7D | +3.8% | +23.3% | -19.5% | +0.5% |
| 30D | +1.5% | +33.5% | -32.0% | -2.9% |
| 3M | +10.9% | +32.7% | -21.9% | +6.0% |
| 6M | +8.4% | +22.2% | -13.7% | +6.5% |
| All | +8.4% | +21.0% | -12.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling